Back to matchesWe found a matchYour institution may have access to this item. Find your institution then sign in to continue.TitleTESTING THE MARTINGALE HYPOTHESIS IN DEUTSCHE MARK FUTURES WITH MODELS SPECIFYING THE FORM OF HETEROSCEDASTICITY.AuthorsMcCurdy, Thomas H.; Morgan, Ieuan G.AbstractExamines the form of heteroscedasticity in Deutsche Mark future price data. Rates of change of future prices; Rejection of the martingale hypothesis; Use of estimation procedures.SubjectsGERMANY; HETEROSCEDASTICITY; MARK (German currency); FUTURES; PRICESPublicationJournal of Applied Econometrics, 1988, Vol 3, Issue 3, p187ISSN0883-7252Publication typeArticleDOI10.1002/jae.3950030303